Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.55% | 1.20 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'703 CHF | 31'496 CHF | 98.73% | 98.73% |
12.07.2024 | 2.66% | 1.22 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'689 CHF | 30'489 CHF | 99.38% | 99.38% |
11.07.2024 | 2.46% | 1.23 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'155 CHF | 30'905 CHF | 99.16% | 99.16% |
10.07.2024 | 2.53% | 1.19 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'279 CHF | 30'029 CHF | 94.20% | 94.20% |
09.07.2024 | 2.51% | 1.15 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'561 CHF | 30'311 CHF | 100.00% | 100.00% |
08.07.2024 | 2.67% | 1.19 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'054 CHF | 30'867 CHF | 90.51% | 90.51% |
05.07.2024 | 2.32% | 1.16 CHF | 1.20 CHF | 25'000 | 25'000 | 43'559 | 43'559 | 49'702 CHF | 50'816 CHF | 99.62% | 99.62% |
04.07.2024 | 1.89% | 1.11 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'372 CHF | 56'431 CHF | 100.00% | 100.00% |
03.07.2024 | 1.98% | 1.09 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'995 CHF | 55'075 CHF | 99.73% | 99.73% |
02.07.2024 | 2.28% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'682 | 50'000 | 51'135 CHF | 51'626 CHF | 100.00% | 100.00% |